Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47795.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46400.31 Kr¶

PnL: ---------------------------------------> -488.26 Kr¶

DD now: ---------------------------------> -1.716 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:47:37.092003'

Anic Portfolio¶

Today¶

Return: 1.017 %¶

This Week¶

Return: 0.551 %¶

Total¶

Return: 56.469 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.360000 3156.400000 185.400000 6.240000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 0.000000 2733.500000 97.500000 3.700000 2636.000010
Corem Property Group B 59 2.220000 624.810000 47.810000 8.290000 576.999999
SAAB B 8 -0.280000 3416.800000 39.800000 1.180000 3377.000000
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.370000 383.400000 28.400000 8.000000 355.000000
AcadeMedia 12 0.210000 580.560000 23.560000 4.230000 557.000004
Resurs Holding 22 3.470000 596.420000 22.420000 3.910000 573.999998
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
HMS Networks 2 0.520000 690.000000 17.000000 2.530000 673.000000
Boozt 12 2.510000 1665.600000 11.600000 0.700000 1653.999996
Intrum 4 -0.040000 536.000000 9.000000 1.710000 527.000000
Swedbank A 3 1.410000 570.900000 6.900000 1.220000 564.000000
Coor Service Management Hold. 8 1.580000 538.400000 6.400000 1.200000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.700000 575.200000 1.200000 0.210000 574.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Handelsbanken A 5 1.060000 546.000000 0.000000 0.000000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Nordea Bank Abp 29 0.880000 3451.000000 -3.000000 -0.090000 3453.999992
Securitas B 6 0.210000 564.960000 -5.040000 -0.880000 570.000000
CTEK 13 1.710000 526.240000 -7.760000 -1.450000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.720000 557.550000 -25.450000 -4.370000 582.999984
Vivesto 1368 0.340000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 0.090000 539.000000 -55.570000 -9.350000 594.565215
Axfood 13 0.390000 3655.600000 -100.400000 -2.670000 3756.000001
OX2 18 1.450000 1447.200000 -216.800000 -13.030000 1663.999992
Fasadgruppen Group 35 1.950000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
TOTAL 46400.310000 -488.260000 -1.71635% 46888.564618

Updated:¶

'2023-01-20 09:47:49.834887'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶